Title:Forecasting Volatility Using High-Frequency Data
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Author(s):HANSEN, Peter Reinhard; LUNDE, AsgerDate:2011Citation:Michael P. CLEMENTS and David F. HENDRY (eds), The Oxford Handbook of Economic Forecasting, Oxford, Oxford University Press, 2011, Oxford Handbooks, 525-556Type:Contribution to bookAbstract:This article focuses on some aspects of high-frequency data and their use in volatility forecasting. High-frequency data can be used to construct volatility forecasts. The article reviews two leading approaches to this. ...

Title:How different is Yugoslavia?
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Author(s):UVALIC, MilicaDate:1991Citation:Commission of the European Communities (ed.), European economy : the path of reform in Central and Eastern Europe, Luxembourg : Office for Official Publications of the European Communities, 1991, European economy. Special edition ; 2, pp. 199-213Type:Contribution to book

Title:Impulse Response Function
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Author(s):LUETKEPOHL, HelmutDate:2008-01-01Citation:Steven N. DURLAUF and Lawrence E. BLUME (eds), The New Palgrave Dictionary of Economics, Second Edition, Palgrave Macmillan, 2008, online chapterType:Contribution to bookAbstract:Impulse response functions are useful for studying the interactions between variables in a vector autoregressive model. They represent the reactions of the variables to shocks hitting the system. It is often not clear, ...

Title:Inequality Aversion and Stochastic Decision-making: Experimental Evidence from Zimbabwean Villages after Land Reform
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Author(s):KOHLER, StefanDate:2008Citation:Alessandro INNOCENTI and Patrizia SBRIGLIA (eds), Games, Rationality and Behavior: Essays on Behavioral Game Theory and Experiments, Houndmills/Basingstoke/Hampshire, Palgrave McMillan, 2008, 65-100Version:The chapter is a revised version of Global Poverty Research Group Working Paper 2006/61Type:Contribution to bookAbstract:Inequality considerations are a motive for making positive offers in the Ultimatum Game and rejecting small ones, but decision error could have the same effect. I find evidence for both of these considerations and a different ...

Title:Initial Tasks and Overview
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Author(s):LUETKEPOHL, HelmutDate:2004Citation:Helmut LUETKEPOHL and Markus KRAETZIG (eds), Applied Time Series Econometrics, New York, Cambridge University Press, 2004, 1-7.Type:Contribution to book